Good quant FX blogs

lewis91

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Hey guys,

Im a big fan of quantitative trading and strategy development.
I use Amibroker and have been getting my ideas mainly by following the quantitative trading blogs which tend to be cover EOD strategies on US stocks and ETFs i.e CSS Analytics, MarketSci, Engineering Returns etc

Im interested in doing some digging into intraday FX trading strategies, and while im sure most of the same priciples apply, i was wondering if anyone knows of any creative quant FX blogs to get me thinking about some strategies to test.

Not too fussed about the platforms being used, but It would be nice to see any that use Amibroker (though Im guessing most people are probably using MT4 for their analysis?)

Thanks
 
Hey guys,

Im a big fan of quantitative trading and strategy development.
I use Amibroker and have been getting my ideas mainly by following the quantitative trading blogs which tend to be cover EOD strategies on US stocks and ETFs i.e CSS Analytics, MarketSci, Engineering Returns etc

Im interested in doing some digging into intraday FX trading strategies, and while im sure most of the same priciples apply, i was wondering if anyone knows of any creative quant FX blogs to get me thinking about some strategies to test.

Not too fussed about the platforms being used, but It would be nice to see any that use Amibroker (though Im guessing most people are probably using MT4 for their analysis?)

Thanks

Hi

Try asking at www.wilmott.com
 
You might find this interesting - I'm testing it out on a daily basis, I'm not sure if it can be applied intraday, but I don't see why you couldn't? There's a link to an explanation of their strategy too.

FXSense - The Analyst Blog
 
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